Generally it's considered that neck thru provides the best resonance transfer because there is nothing in the way,(ie-glue,air screws etc.),it's all wood.Also there is the added bonus of being able to shape the heel region a little more and not having to worry about plates,stripped screws,shimming etc.However,with a neck thru if the neck goes it's surgery time baby.There's no buying a new one.
A bolt on lets you mix woods without a great deal of advanced woodworking,(I don't mean this i a negative way).You also get the added bonus of being able to adjust the pitch of the neck at will.However,with a bolt-on you have to make sure that you don't strip the screw holes and if the neck isn't set right it just won't work right.
A glue in is mid ground between both worlds,in the pro and the con.Mixing woods,more direct tonal transfer,no stripped screw holes etc.However,if the neck warps....And If a glue in isn't set right,(pitch and alignment),it's a lot more work to get it out and reset it.
Personally I like all three methods and don't have a favorite one.